Pseudospectral Methods for Infinite-Horizon Optimal Control Problems

摘要: A central computational issue in solving infinite-horizon nonlinear optimal control problems is the treatment of horizon. In this paper, we directly address by a domain transformation technique that maps infinite horizon to finite The transformed serves as for an application pseudospectral methods. Although any method may be used, focus on Legendre method. It shown proper class methods solve are Radau-based with weighted interpolants. This sharp contrast unweighted techniques control. Legendre-Gauss-Radau thus developed constrained problems. An covector mapping principle generates theorem provides efficient approach verification and validation extremality computed solution. Several example solved illustrate ideas.